Lighting for a outdoor scene in cycles
First things first: "good" lighting is highly subjective, and depends on the look or mood you want to portray. 

I'd say that in most cases, a sun lamp is what you want. Also pay attention to


Size
The size setting controls the size of the lamp, which indirectly controls the softness of your shadows. This is very useful for getting e.g. a soft overcast look, or a hard and sharp desert sun look.

Here's a comparison of a very large sun and a very small sun:




Direction
The direction light is coming from plays a very important role. By using this together with strategic arrangement of your scene, you can highlight the parts you want while leaving others in shadow.

Here's a comparison showing the difference a simple change in direction can make:





Also don't forget that you can change the "altitude" of the sun, e.g. for dramatic sunsets/sunrises.
Color
Sunlight isn't white (unlike my previous examples :P).
I like to use a blackbody node to set the color temperature of my sun lamps in kelvin, e.g. for golden sunset lighting or blue and rainy overcast daylight.

According to wikipedia, sunlight is approximately 5,500 K around noon and closer to 2,000 K at sunrise/sunset. Note that this only applies to sunlight scattered through the atmosphere, sunlight above the atmosphere is approximately 5,900 K.  And of course you can adjust these numbers to whatever suits you best.

Here's a comparison between a low angle small sun at 3,000 K  and a larger sun at 6,500 K




The sky
The light coming from the sky (sunlight scattered through the atmosphere) plays an important role too (e.g. giving shadows that bluish tint). I'd recommend using an HDRi as an environment texture, but for lighting purposes the procedural sky texture can work well too (just make sure you align it).

For display purposes you'll want to make sure your sky texture matches up with the rest of the attributes of your lighting, e.g. a sunset for a low color temperature, cloudy for a large lamp size, and of course direction.
Other light sources
Other things can emit light too. This can help make things seem more "alive" and less flat.